TSS

Two Sigma Securities Portfolio holdings

AUM $811M
1-Year Return 10.93%
This Quarter Return
-0.03%
1 Year Return
+10.93%
3 Year Return
+24.06%
5 Year Return
+27.08%
10 Year Return
+60.49%
AUM
$850M
AUM Growth
+$190M
Cap. Flow
+$120M
Cap. Flow %
14.13%
Top 10 Hldgs %
27.41%
Holding
1,522
New
340
Increased
163
Reduced
183
Closed
497

Top Buys

1
IWM icon
iShares Russell 2000 ETF
IWM
+$33.9M
2
SRE.PRA
Sempra Energy 6% Mandatory Convertible Preferred Stock, Series A
SRE.PRA
+$22.6M
3
NEE.PRO
NextEra Energy, Inc. 4.872% Corporate Units
NEE.PRO
+$22.6M
4
CCI.PRA
Crown Castle International Corp. 6.875% Mandatory Convertible Preferred Stock, Series A
CCI.PRA
+$19.1M
5
FTV.PRA
Fortive Corporation 5.00% Mandatory Convertible Preferred Stock, Series A
FTV.PRA
+$15.8M

Top Sells

1
SPY icon
SPDR S&P 500 ETF Trust
SPY
+$93.3M
2
QQQ icon
Invesco QQQ Trust
QQQ
+$23.9M
3
SMH icon
VanEck Semiconductor ETF
SMH
+$11.1M
4
DIA icon
SPDR Dow Jones Industrial Average ETF Trust
DIA
+$9.18M
5
XLE icon
Energy Select Sector SPDR Fund
XLE
+$6.36M

Sector Composition

1 Financials 6.59%
2 Consumer Discretionary 4.85%
3 Energy 4.32%
4 Technology 3.85%
5 Healthcare 3.25%
Name Market Value Portfolio Weight Shares or Principal Shares
Change % 		Capital Flow
UMPQ
801
DELISTED
Umpqua Holdings Corp
UMPQ
– –
-13,872
Closed -$230K
STOR
802
DELISTED
STORE Capital Corporation
STOR
– –
-7,849
Closed -$261K
PRTY
803
DELISTED
Party City Holdco Inc.
PRTY
– –
-17,984
Closed -$132K
VIVE
804
DELISTED
VIVEVE MED INC
VIVE
– –
-14
Closed -$5K
ABMD
805
DELISTED
Abiomed Inc
ABMD
– –
-1,126
Closed -$293K
CLVS
806
DELISTED
Clovis Oncology, Inc.
CLVS
– –
-28,173
Closed -$419K
HTGM
807
DELISTED
HTG Molecular Diagnostics, Inc. Common Stock
HTGM
– –
-62
Closed -$18K
ZEN
808
DELISTED
ZENDESK INC
ZEN
– –
0
– –
RJI
809
DELISTED
AB Svensk Ekportkredit ELEMENTS Linked to the Rogers International Commodity Index-Total Return
RJI
– –
-17,845
Closed -$93K
AVLR
810
DELISTED
Avalara, Inc.
AVLR
– –
-3,335
Closed -$241K
GBT
811
DELISTED
Global Blood Therapeutics, Inc.
GBT
– –
0
– –
CTXS
812
DELISTED
Citrix Systems Inc
CTXS
– –
-15,939
Closed -$1.56M
TYME
813
DELISTED
Tyme Technologies, Inc. Common Stock
TYME
– –
-12,196
Closed -$15K
MNDT
814
DELISTED
Mandiant, Inc. Common Stock
MNDT
– –
0
– –
ATHX
815
DELISTED
Athersys, Inc. Common Stock
ATHX
– –
-1,129
Closed -$47K
GSV
816
DELISTED
Gold Standard Ventures Corp.
GSV
– –
-33,875
Closed -$36K
GPL
817
DELISTED
Great Panther Mining Limited
GPL
– –
-1,063
Closed -$9K
CDK
818
DELISTED
CDK Global, Inc.
CDK
– –
0
– –
COHR
819
DELISTED
Coherent Inc
COHR
– –
0
– –
PLAN
820
DELISTED
Anaplan, Inc.
PLAN
– –
0
– –
CERN
821
DELISTED
Cerner Corp
CERN
– –
0
– –
DISCK
822
DELISTED
Discovery, Inc. Series C Common Stock
DISCK
– –
0
– –
FMO
823
DELISTED
Fiduciary/Claymore Energy Infrastructure Fund
FMO
– –
-2,465
Closed -$119K
SC
824
DELISTED
SANTANDER CONSUMER USA HOLDINGS INC
SC
– –
0
– –
RDS.B
825
DELISTED
Royal Dutch Shell PLC ADS Class B
RDS.B
– –
-19,752
Closed -$1.3M
31 32
33
34 35